First run a command on my local, internet connected Pi to get the links to the .deb packages for the package I want - in my case xscreensaver.
sudo apt-get --print-uris --yes install xscreensaver | grep ^\' | cut -d\' -f2 >downloads.list
Now on my local machine I need to download them
wget --input-file downloads.list
At this stage I have all the packages required to install my xscreensaver package in the current directory. I then put them onto a memory stick (or whatever) and transfer them onto the Pi with no network. Once on the Pi the files must be moved into the correct directory so apt-get can see them, and will not try to download them
sudo mv *.deb /var/cache/apt/archives/
All that remains is to install the packages (it will look like its going to download stuff, just answer 'Y' and it will install
sudo apt-get install xscreensaver
And voila - the package and all its dependencies are installed! Simple.